NYMEX Natural Gas Future November 2012


Trading Metrics calculated at close of trading on 25-Jun-2012
Day Change Summary
Previous Current
22-Jun-2012 25-Jun-2012 Change Change % Previous Week
Open 2.986 3.045 0.059 2.0% 2.873
High 3.033 3.093 0.060 2.0% 3.033
Low 2.920 2.994 0.074 2.5% 2.872
Close 3.011 3.038 0.027 0.9% 3.011
Range 0.113 0.099 -0.014 -12.4% 0.161
ATR 0.110 0.109 -0.001 -0.7% 0.000
Volume 33,915 15,563 -18,352 -54.1% 110,841
Daily Pivots for day following 25-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.339 3.287 3.092
R3 3.240 3.188 3.065
R2 3.141 3.141 3.056
R1 3.089 3.089 3.047 3.066
PP 3.042 3.042 3.042 3.030
S1 2.990 2.990 3.029 2.967
S2 2.943 2.943 3.020
S3 2.844 2.891 3.011
S4 2.745 2.792 2.984
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.455 3.394 3.100
R3 3.294 3.233 3.055
R2 3.133 3.133 3.041
R1 3.072 3.072 3.026 3.103
PP 2.972 2.972 2.972 2.987
S1 2.911 2.911 2.996 2.942
S2 2.811 2.811 2.981
S3 2.650 2.750 2.967
S4 2.489 2.589 2.922
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.093 2.886 0.207 6.8% 0.113 3.7% 73% True False 21,846
10 3.093 2.650 0.443 14.6% 0.121 4.0% 88% True False 23,934
20 3.093 2.650 0.443 14.6% 0.105 3.4% 88% True False 20,136
40 3.190 2.650 0.540 17.8% 0.102 3.3% 72% False False 18,026
60 3.190 2.566 0.624 20.5% 0.087 2.9% 76% False False 15,371
80 3.190 2.566 0.624 20.5% 0.082 2.7% 76% False False 12,932
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3.514
2.618 3.352
1.618 3.253
1.000 3.192
0.618 3.154
HIGH 3.093
0.618 3.055
0.500 3.044
0.382 3.032
LOW 2.994
0.618 2.933
1.000 2.895
1.618 2.834
2.618 2.735
4.250 2.573
Fisher Pivots for day following 25-Jun-2012
Pivot 1 day 3 day
R1 3.044 3.028
PP 3.042 3.017
S1 3.040 3.007

These figures are updated between 7pm and 10pm EST after a trading day.

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